JEL code: G01

Risk and return spillovers in a global model of the Foreign Exchange Network
We developed a network model to capture the dynamic interactions am...
25 August 2021
Working Paper
Late colonial antecedents of modern democracy
Some of the most contested questions in political science and polit...
3 July 2020
Working Paper
Contagion without deposit insurance: The South African small bank crisis of 2002/3
Following the failure of Saambou bank in February 2002, another sev...
30 June 2020
Working Paper
Prof. Johannes Fedderke on the differential impact of the Coronavirus as of end of March 2020: learnings fr...
Professor Johannes W. Fedderke, the Director of ERSA speaks to our ...
8 April 2020
Podcast
A financial stress index for South Africa: A time-varying correlation approach
This paper develops a new index of financial market stress for Sout...
14 November 2019
Working Paper
Estimating a time-varying financial conditions index for South Africa?
This paper uses 39 monthly time series of the financial market obse...
29 November 2017
Working Paper